+5,634.3%
HON vs VFC
+845.1%
+4,789.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | -3.6% | -1.6% | -2.0% | -3.1% |
| 30D | -15.3% | -11.6% | -3.6% | -11.9% |
| 3M | -7.9% | -18.1% | +10.2% | -2.8% |
| 6M | -18.1% | -27.4% | +9.3% | -10.8% |
| YTD | +3.8% | -24.8% | +28.7% | +11.3% |
| 1Y | +0.5% | -8.2% | +8.7% | -0.6% |
| 3Y | +19.8% | -29.1% | +48.9% | +9.0% |
| 5Y | +2.9% | -79.2% | +82.1% | +44.1% |
| 10Y | +134.6% | -68.1% | +202.7% | +161.9% |
| All | +5,634.3% | +845.1% | +4,789.2% | +1,980.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling